The Curse Client needs Microsoft .Net Framework 3.5 to run. Some people are able to get it to run on just 4. However, if you only have 4.5 it will not run. So it is important to know what Microsoft .Net Framework is currently installed on your machine.
Locating Installed .Net Framework
From the Windows Start menu, select the Control Panel option.
From the Control Panel, double click the Programs & Features icon.
Windows 7 click the "Uninstall a program" under "Programs".
Scroll down to the listing for Microsoft .NET Framework. You can have multiple versions such as 3.5, 4 and 4.5 installed at the same time.
You do not need to do anything else. This is just to find the installed versions of the Microsoft .NET Framework. Once you have that you are free to close out of the window.